+11.4%
NEE vs SPYM
+14.7%
-3.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.7% |
| 7D | +9.2% | -0.7% | +9.9% | +9.2% |
| 30D | +16.0% | -1.1% | +17.0% | +16.0% |
| 3M | +2.2% | -0.3% | +2.5% | +2.1% |
| 6M | -6.0% | +7.3% | -13.4% | -7.1% |
| YTD | +12.6% | +13.4% | -0.8% | +9.5% |
| 1Y | +11.4% | +14.8% | -3.4% | +7.6% |
| All | +11.4% | +14.7% | -3.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling